Subpart E. Subpart E—Risk-Weighted Assets—Internal Ratings-Based and Advanced Measurement Approaches

• § 3.100 - Purpose, applicability, and principle of conservatism.
• § 3.101 - Definitions.

• Qualification

  • SECTION § 3.121 - Qualification process.
  • SECTION § 3.122 - Qualification requirements.
  • SECTION § 3.123 - Ongoing qualification.
  • SECTION § 3.124 - Merger and acquisition transitional arrangements.
  • SECTION §§ 3.125-3.130 - §[Reserved]

• Risk-Weighted Assets for General Credit Risk

  • SECTION § 3.131 - Mechanics for calculating total wholesale and retail risk-weighted assets.
  • SECTION § 3.132 - Counterparty credit risk of repo-style transactions, eligible margin loans, and OTC derivative contracts.
  • SECTION § 3.133 - Cleared transactions.
  • SECTION § 3.134 - Guarantees and credit derivatives: PD substitution and LGD adjustment approaches.
  • SECTION § 3.135 - Guarantees and credit derivatives: double default treatment.
  • SECTION § 3.136 - Unsettled transactions.
  • SECTION §§ 3.137-3.140 - §[Reserved]

• Risk-Weighted Assets for Securitization Exposures

  • SECTION § 3.141 - Operational criteria for recognizing the transfer of risk.
  • SECTION § 3.142 - Risk-weighted assets for securitization exposures.
  • SECTION § 3.143 - Supervisory formula approach (SFA).
  • SECTION § 3.144 - Simplified supervisory formula approach (SSFA).
  • SECTION § 3.145 - Recognition of credit risk mitigants for securitization exposures.
  • SECTION §§ 3.146-3.150 - §[Reserved]

• Risk-Weighted Assets for Equity Exposures

  • SECTION § 3.151 - Introduction and exposure measurement.
  • SECTION § 3.152 - Simple risk weight approach (SRWA).
  • SECTION § 3.153 - Internal models approach (IMA).
  • SECTION § 3.154 - Equity exposures to investment funds.
  • SECTION § 3.155 - Equity derivative contracts.
  • SECTION §§ 3.156-3.160 - §[Reserved]

• Risk-Weighted Assets for Operational Risk

  • SECTION § 3.161 - Qualification requirements for incorporation of operational risk mitigants.
  • SECTION § 3.162 - Mechanics of risk-weighted asset calculation.
  • SECTION §§ 3.163-3.170 - §[Reserved]

• Disclosures

  • SECTION § 3.171 - Purpose and scope.
  • SECTION § 3.172 - Disclosure requirements.
  • SECTION § 3.173 - Disclosures by certain advanced approaches national banks or Federal savings associations and Category III national banks or Federal savings associations.
  • SECTION §§ 3.174-3.200 - §[Reserved]